+51.5%
SGI vs LH
+28.2%
+23.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.2% |
| 7D | +0.6% | -3.2% | +3.8% | +2.5% |
| 30D | +5.5% | +0.1% | +5.4% | +5.4% |
| 3M | -3.6% | +18.6% | -22.2% | -13.1% |
| 6M | -15.0% | +17.9% | -33.0% | -23.1% |
| YTD | -23.0% | +28.9% | -52.0% | -33.7% |
| 1Y | -18.4% | +16.6% | -35.0% | -26.0% |
| 3Y | +57.8% | +63.6% | -5.8% | +13.7% |
| 5Y | +51.5% | +30.0% | +21.4% | +17.1% |
| All | +51.5% | +28.2% | +23.3% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling